CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 28-Apr-2014

Day Change Summary
	Previous	Current
	25-Apr-2014	28-Apr-2014	Change	Change %	Previous Week
Open	0.9783	0.9796	0.0013	0.1%	0.9775
High	0.9814	0.9803	-0.0011	-0.1%	0.9814
Low	0.9765	0.9750	-0.0015	-0.2%	0.9748
Close	0.9800	0.9771	-0.0029	-0.3%	0.9800
Range	0.0049	0.0053	0.0004	8.2%	0.0066
ATR	0.0049	0.0049	0.0000	0.6%	0.0000
Volume	114	220	106	93.0%	422

Daily Pivots for day following 28-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9934	0.9905	0.9800
R3	0.9881	0.9852	0.9786
R2	0.9828	0.9828	0.9781
R1	0.9799	0.9799	0.9776	0.9787
PP	0.9775	0.9775	0.9775	0.9769
S1	0.9746	0.9746	0.9766	0.9734
S2	0.9722	0.9722	0.9761
S3	0.9669	0.9693	0.9756
S4	0.9616	0.9640	0.9742

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9985	0.9959	0.9836
R3	0.9919	0.9893	0.9818
R2	0.9853	0.9853	0.9812
R1	0.9827	0.9827	0.9806	0.9840
PP	0.9787	0.9787	0.9787	0.9794
S1	0.9761	0.9761	0.9794	0.9774
S2	0.9721	0.9721	0.9788
S3	0.9655	0.9695	0.9782
S4	0.9589	0.9629	0.9764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9814	0.9748	0.0066	0.7%	0.0043	0.4%	35%	False	False	109
10	0.9865	0.9748	0.0117	1.2%	0.0041	0.4%	20%	False	False	179
20	0.9875	0.9595	0.0280	2.9%	0.0047	0.5%	63%	False	False	169
40	0.9892	0.9595	0.0297	3.0%	0.0045	0.5%	59%	False	False	102
60	0.9931	0.9595	0.0336	3.4%	0.0039	0.4%	52%	False	False	69
80	0.9931	0.9555	0.0376	3.8%	0.0033	0.3%	57%	False	False	52
100	0.9931	0.9515	0.0416	4.3%	0.0029	0.3%	62%	False	False	42
120	1.0241	0.9515	0.0726	7.4%	0.0025	0.3%	35%	False	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0028
2.618	0.9942
1.618	0.9889
1.000	0.9856
0.618	0.9836
HIGH	0.9803
0.618	0.9783
0.500	0.9777
0.382	0.9770
LOW	0.9750
0.618	0.9717
1.000	0.9697
1.618	0.9664
2.618	0.9611
4.250	0.9525

Fisher Pivots for day following 28-Apr-2014
Pivot	1 day	3 day
R1	0.9777	0.9782
PP	0.9775	0.9778
S1	0.9773	0.9775

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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